DataGrid CustomControl - How?

I am trying to create a custom DataGrid with several additional features. I want to create an assembly that contains this new grid that I can then include in different projects. I have created a class "myDataGrid" based on the WPF toolkit DataGrid
as follows:

This is OK so far, but I cannot seem to apply any styles to the original DataGrid. Styles created in Themes\generic.xaml have no effect and I cannot "find" them from the code behind. I realise this is kind of WPF generic, but it is related to the
DataGrid as well!

Thank you, Vinsibal. I have looked at this example and see where you have added the .OverrideMetadata to the constructor for the custom DataGrid. I want to override the DataGridColumnHeader style as well, I am guessing that I have to add something similar:

ColumnHeaderStyleProperty.OverrideMetadata(????).

Could you help me a bit further here, I have not been able to find any information on what to supply as arguments here (assuming I am remotely on the right lines). Hopefully one more example may help me work out the rest (DataGridRowHeader etc) for myself.